[Point=10]1.A bootstrap causality test for covariance stationary process
2.A finite sample correction for the variance of linear efficient two-step GMM estimators
3.Asymptotic inference from multi-stage samples
4.Econometrics of first-price auctions with entry and binding reservation prices
5.Nonparametric estimation of structural change points in volatility models for time series
6.Nonparametric estimation of time varying parameters under shape restrictions
7.Testing affine term structure models in case of transaction costs
8.Testing for common deterministic trend slopes[/Point]